Anic Equity¶

Anic Portfolio¶

Today¶

Return: -0.242 %¶

This Week¶

Return: -0.242 %¶

Total¶

Return: 58.298 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -8.580000 834.300000 136.300000 19.530000 698.000040
VBG GROUP B 4 -3.560000 650.000000 42.000000 6.910000 608.000000
Tobii Dynavox 109 -1.410000 2751.160000 29.160000 1.070000 2721.999993
Stillfront Group 38 -2.380000 708.510000 22.510000 3.280000 686.000016
Tietoevry 2 -1.810000 649.600000 11.600000 1.820000 638.000000
Vitec Software Group B 1 -1.770000 494.600000 9.600000 1.980000 485.000000
Nordisk Bergteknik B 130 -3.020000 4173.000000 9.000000 0.220000 4163.999970
MEKO 13 -2.040000 1562.600000 8.600000 0.550000 1554.000006
SKF A 3 -3.860000 589.800000 -3.200000 -0.540000 593.000001
G5 Entertainment 3 -1.360000 567.000000 -5.000000 -0.870000 572.000001
SKF B 3 -3.880000 590.850000 -5.150000 -0.860000 596.000001
Mycronic 3 -3.140000 646.800000 -5.200000 -0.800000 651.999999
ASSA ABLOY B 2 -1.610000 502.400000 -11.600000 -2.260000 514.000000
Addnode Group B 6 -2.440000 696.600000 -12.400000 -1.750000 709.000002
Embracer Group B 14 -5.410000 671.930000 -17.070000 -2.480000 689.000004
ITAB Shop Concept 56 -2.910000 672.000000 -19.000000 -2.750000 691.000016
ACQ Bure SPAC 36 -0.210000 3470.400000 -19.600000 -0.560000 3489.999984
Husqvarna A 7 -3.430000 611.100000 -21.900000 -3.460000 632.999997
Loomis 6 -2.440000 2017.200000 -25.800000 -1.260000 2043.000000
Husqvarna B 7 -3.270000 612.500000 -27.500000 -4.300000 639.999997
Fastighetsbolag. Emilshus Pref 21 -3.060000 532.350000 -29.650000 -5.280000 562.000005
Rejlers B 6 -2.520000 927.600000 -34.400000 -3.580000 961.999998
Avanza Bank Holding 2 -7.150000 475.600000 -35.400000 -6.930000 511.000000
Swedbank A 3 -3.520000 576.150000 -41.850000 -6.770000 618.000000
Arion Banki SDB 61 -2.370000 653.920000 -43.080000 -6.180000 697.000030
Lagercrantz Group B 5 -2.760000 563.000000 -44.000000 -7.250000 607.000000
Collector Bank 29 -6.420000 1189.730000 -44.270000 -3.590000 1233.999996
Fastighetsbolaget Emilshus B 23 19.090000 643.430000 -51.570000 -7.420000 694.999993
Norva24 Group 12 -3.780000 354.000000 -53.250000 -13.080000 407.250000
Mips 1 -2.810000 470.000000 -59.000000 -11.150000 529.000000
Dustin Group 18 -5.000000 608.400000 -61.600000 -9.190000 669.999996
Nordea Bank Abp 30 -4.300000 3690.000000 -73.000000 -1.940000 3762.999990
AFRY 3 -3.140000 517.500000 -77.500000 -13.030000 594.999999
Viaplay Group B 4 -6.060000 942.000000 -95.000000 -9.160000 1037.000000
Beijer Alma B 9 -1.450000 1836.000000 -118.000000 -6.040000 1953.999999
RVRC Holding 17 -4.610000 541.960000 -141.040000 -20.650000 683.000007
Fasadgruppen Group 38 1.170000 3929.200000 -260.800000 -6.220000 4190.000004
Alimak Group 11 -0.160000 694.100000 -298.900000 -30.100000 992.999997
Camurus 16 -3.490000 3536.000000 -602.000000 -14.550000 4138.000000
TOTAL 46153.290000 -2068.960000 -7.14118% 48222.250041

Updated:¶

'2023-03-13 13:23:31.621340'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶